+27.6%
SOLS vs ALM
+88.7%
-61.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.9% | -1.3% |
| 7D | +0.3% | -7.1% | +7.4% | +1.3% |
| 30D | +0.9% | +24.7% | -23.8% | -3.1% |
| 3M | -20.7% | +8.3% | -29.0% | -22.8% |
| 6M | -17.7% | -22.2% | +4.5% | -18.6% |
| YTD | +27.1% | +88.1% | -61.0% | +23.0% |
| All | +27.6% | +88.7% | -61.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling